-39.0%
TCOM vs FIGR
-41.8%
+2.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +3.1% |
| 7D | +10.7% | -1.3% | +12.0% | +10.7% |
| 30D | +10.1% | -17.6% | +27.7% | +10.3% |
| 3M | -8.9% | -16.7% | +7.9% | -8.8% |
| 6M | -19.2% | -36.1% | +17.0% | -19.0% |
| YTD | -40.6% | -43.6% | +3.0% | -40.2% |
| 1Y | -39.0% | -39.8% | +0.8% | -38.1% |
| All | -39.0% | -41.8% | +2.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling